+15.6%
CRCL vs PEGA
-29.1%
+44.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -3.9% |
| 7D | +7.5% | -2.4% | +9.9% | +8.8% |
| 30D | +44.3% | +9.6% | +34.6% | +39.0% |
| 3M | +16.5% | +2.3% | +14.2% | +14.5% |
| 6M | -5.6% | -23.9% | +18.3% | +7.4% |
| YTD | +21.3% | -39.8% | +61.1% | +48.7% |
| 1Y | -14.5% | -37.4% | +22.9% | +4.3% |
| All | +15.6% | -29.1% | +44.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling